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Potential analysis of stable processes and its extensions
Stable Lévy processes and related stochastic processes play an important role in stochastic modelling in applied sciences, in particular in financial mathematics. This book is about the potential theory of stable stochastic processes. It also deals with related topics, such as the subordinate Browni...
| Autores principales: | , |
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| Lenguaje: | eng |
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Springer
2009
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-02141-1 http://cds.cern.ch/record/1691746 |